An efficient stochastic search for Bayesian variable selection with high-dimensional correlated predictors.
Deukwoo KwonMaria Teresa LandiMarina VannucciHaleem J. IssaqDaRue PrietoRuth M. PfeifferPublished in: Comput. Stat. Data Anal. (2011)
Keyphrases
- variable selection
- stochastic search
- high dimensional
- cross validation
- input variables
- linear models
- dimension reduction
- model selection
- high dimensionality
- low dimensional
- dimensionality reduction
- high dimensional data
- logistic regression models
- data points
- maximum likelihood
- simulated annealing
- least squares
- knn
- training set
- pattern recognition
- search algorithm
- reinforcement learning
- feature selection